+11.4%
WBD vs FTI
+305.3%
-293.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -0.7% | -4.4% | +3.6% | +0.4% |
| 30D | +1.4% | +1.5% | -0.1% | +0.9% |
| 3M | +4.4% | +8.2% | -3.8% | +1.8% |
| 6M | +0.8% | +18.8% | -18.0% | -4.5% |
| YTD | -2.7% | +71.7% | -74.4% | -16.6% |
| 1Y | +73.4% | +90.0% | -16.6% | +44.3% |
| 3Y | +142.1% | +270.5% | -128.4% | +67.1% |
| 5Y | +7.2% | +1,084.5% | -1,077.3% | -46.6% |
| All | +11.4% | +305.3% | -293.9% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling